NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 4.700 4.683 -0.017 -0.4% 4.373
High 4.723 4.887 0.164 3.5% 4.615
Low 4.642 4.678 0.036 0.8% 4.311
Close 4.681 4.822 0.141 3.0% 4.577
Range 0.081 0.209 0.128 158.0% 0.304
ATR 0.133 0.138 0.005 4.1% 0.000
Volume 34,378 32,057 -2,321 -6.8% 79,315
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.423 5.331 4.937
R3 5.214 5.122 4.879
R2 5.005 5.005 4.860
R1 4.913 4.913 4.841 4.959
PP 4.796 4.796 4.796 4.819
S1 4.704 4.704 4.803 4.750
S2 4.587 4.587 4.784
S3 4.378 4.495 4.765
S4 4.169 4.286 4.707
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.413 5.299 4.744
R3 5.109 4.995 4.661
R2 4.805 4.805 4.633
R1 4.691 4.691 4.605 4.748
PP 4.501 4.501 4.501 4.530
S1 4.387 4.387 4.549 4.444
S2 4.197 4.197 4.521
S3 3.893 4.083 4.493
S4 3.589 3.779 4.410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.887 4.311 0.576 11.9% 0.169 3.5% 89% True False 25,491
10 4.887 4.219 0.668 13.9% 0.146 3.0% 90% True False 19,530
20 4.887 4.219 0.668 13.9% 0.144 3.0% 90% True False 19,543
40 4.887 4.208 0.679 14.1% 0.127 2.6% 90% True False 16,342
60 4.887 4.071 0.816 16.9% 0.128 2.7% 92% True False 14,478
80 4.887 4.011 0.876 18.2% 0.122 2.5% 93% True False 12,409
100 4.888 4.011 0.877 18.2% 0.119 2.5% 92% False False 10,596
120 4.888 4.011 0.877 18.2% 0.118 2.5% 92% False False 9,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.775
2.618 5.434
1.618 5.225
1.000 5.096
0.618 5.016
HIGH 4.887
0.618 4.807
0.500 4.783
0.382 4.758
LOW 4.678
0.618 4.549
1.000 4.469
1.618 4.340
2.618 4.131
4.250 3.790
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 4.809 4.795
PP 4.796 4.767
S1 4.783 4.740

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These figures are updated between 7pm and 10pm EST after a trading day.

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